+70.7%
AA vs AG
+260.2%
-189.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.5% |
| 7D | -0.7% | +1.0% | -1.7% | -1.1% |
| 30D | +5.0% | +19.2% | -14.2% | -1.1% |
| 3M | -35.8% | +6.2% | -42.0% | -37.8% |
| 6M | -18.4% | -26.7% | +8.3% | -12.2% |
| YTD | -5.5% | +26.1% | -31.6% | -16.9% |
| 1Y | +61.0% | +131.7% | -70.7% | +14.0% |
| All | +70.7% | +260.2% | -189.5% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling